Reports, Software, Courses by Art B. Owen
Home page of Art Owen My research interests are in empirical likelihood, computer experiments, Monte Carlo especially quasi-Monte Carlo, as well as high dimensional transposable style data sets that come up in bioinformatics and Internet applications. The classes that I teach are primarily graduate courses in applied statistics. I also frequently teach the statistical consulting course. I am a co-
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Importance sampling and statistical Romberg method
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Pierre L'Ecuyer
https://cs.nyu.edu/courses/fall06/G22.2112-001/MonteCarlo.pdf
Chapter 11 Numerical Integration and Monte Carlo Methods c 2001 by Harvey Gould, Jan Tobochnik, and Wolfgang Christian 10 April 2001 Simple classical and Monte Carlo methods are illustrated in the context of the numerical evaluation of definite integra
